Diffuse alveolar hemorrhage (DAH) represents a syndrome that can complicate many clinical conditions and may be life-threatening, requiring prompt treatment. It is recognized by the signs of acute- or subacute-onset cough, hemoptysis, diffuse radiographic pulmonary infiltrates, anemia, and hypoxemic respiratory distress. DAH is characterized by the accumulation of intra-alveolar red blood cells originating most frequently from the alveolar capillaries. It must be distinguished from localized pulmonary hemorrhage, which is most commonly due to chronic bronchitis, bronchiectasis, tumor, or localized infection. Hemoptysis, the major sign of DAH, may develop suddenly or over a period of days to weeks; this sign may also be initially absent, in which case diagnostic suspicion is established after sequential bronchoalveolar lavage reveals worsening red blood cell counts. The causes of DAH can be divided into infectious and noninfectious, the latter of which may affect immunocompetent or immunodeficient patients. Pulmonary infections are rarely reported in association with DAH, but they should be considered in the diagnostic workup because of the obvious therapeutic implications. In immunocompromised patients, the main infectious diseases that cause DAH are cytomegalovirus, adenovirus, invasive aspergillosis, Mycoplasma, Legionella, and Strongyloides. In immunocompetent patients, the infectious diseases that most frequently cause DAH are influenza A (H1N1), dengue, leptospirosis, malaria, and Staphylococcus aureus infection. Based on a search of the PubMed and Scopus databases, we review the infectious diseases that may cause DAH in immunocompetent patients.